NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
81.72 |
83.23 |
1.51 |
1.8% |
81.68 |
| High |
83.45 |
84.12 |
0.67 |
0.8% |
84.43 |
| Low |
81.68 |
82.21 |
0.53 |
0.6% |
80.30 |
| Close |
83.01 |
82.69 |
-0.32 |
-0.4% |
82.66 |
| Range |
1.77 |
1.91 |
0.14 |
7.9% |
4.13 |
| ATR |
2.03 |
2.02 |
-0.01 |
-0.4% |
0.00 |
| Volume |
278,534 |
312,077 |
33,543 |
12.0% |
1,731,867 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.74 |
87.62 |
83.74 |
|
| R3 |
86.83 |
85.71 |
83.22 |
|
| R2 |
84.92 |
84.92 |
83.04 |
|
| R1 |
83.80 |
83.80 |
82.87 |
83.41 |
| PP |
83.01 |
83.01 |
83.01 |
82.81 |
| S1 |
81.89 |
81.89 |
82.51 |
81.50 |
| S2 |
81.10 |
81.10 |
82.34 |
|
| S3 |
79.19 |
79.98 |
82.16 |
|
| S4 |
77.28 |
78.07 |
81.64 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.85 |
92.89 |
84.93 |
|
| R3 |
90.72 |
88.76 |
83.80 |
|
| R2 |
86.59 |
86.59 |
83.42 |
|
| R1 |
84.63 |
84.63 |
83.04 |
85.61 |
| PP |
82.46 |
82.46 |
82.46 |
82.96 |
| S1 |
80.50 |
80.50 |
82.28 |
81.48 |
| S2 |
78.33 |
78.33 |
81.90 |
|
| S3 |
74.20 |
76.37 |
81.52 |
|
| S4 |
70.07 |
72.24 |
80.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.12 |
80.30 |
3.82 |
4.6% |
1.92 |
2.3% |
63% |
True |
False |
292,490 |
| 10 |
84.43 |
79.70 |
4.73 |
5.7% |
2.03 |
2.5% |
63% |
False |
False |
315,734 |
| 20 |
84.43 |
73.58 |
10.85 |
13.1% |
2.07 |
2.5% |
84% |
False |
False |
308,819 |
| 40 |
84.43 |
71.49 |
12.94 |
15.6% |
2.01 |
2.4% |
87% |
False |
False |
232,546 |
| 60 |
84.43 |
71.49 |
12.94 |
15.6% |
1.99 |
2.4% |
87% |
False |
False |
169,830 |
| 80 |
84.43 |
71.49 |
12.94 |
15.6% |
2.02 |
2.4% |
87% |
False |
False |
130,916 |
| 100 |
84.43 |
70.96 |
13.47 |
16.3% |
2.05 |
2.5% |
87% |
False |
False |
107,184 |
| 120 |
93.14 |
70.96 |
22.18 |
26.8% |
2.08 |
2.5% |
53% |
False |
False |
91,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.24 |
|
2.618 |
89.12 |
|
1.618 |
87.21 |
|
1.000 |
86.03 |
|
0.618 |
85.30 |
|
HIGH |
84.12 |
|
0.618 |
83.39 |
|
0.500 |
83.17 |
|
0.382 |
82.94 |
|
LOW |
82.21 |
|
0.618 |
81.03 |
|
1.000 |
80.30 |
|
1.618 |
79.12 |
|
2.618 |
77.21 |
|
4.250 |
74.09 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.17 |
82.63 |
| PP |
83.01 |
82.56 |
| S1 |
82.85 |
82.50 |
|